相关论文: Synchronization in a multilevel network using the …

An optimal control problem is considered for a stochastic differential equation with the cost functional determined by a backward stochastic Volterra integral equation (BSVIE, for short). This kind of cost functional can cover the general…

In this paper, we present an application of the optimal control theory to orbital transfer of Low Earth Orbit satellites. The optimal control problem is treated with Dynamic Programming techniques which require solving the…

This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…

In this paper, we explore the use of a deep residual U-net with self-attention to solve the the continuous time time-consistent mean variance optimal trade execution problem for multiple agents and assets. Given a finite horizon we…

The control of network-coupled nonlinear dynamical systems is an active area of research in the nonlinear science community. Coupled oscillator networks represent a particularly important family of nonlinear systems, with applications…

We investigate simultaneous estimation of multi-parameter quantum estimation with time-dependent Hamiltonians. We analytically obtain the maximal quantum Fisher information matrix for two-parameter in time-dependent three-level systems. The…

This paper studies mean-field control problems with state-control joint law dependence and Poissonian common noise. We develop the stochastic maximum principle (SMP) and establish its connection to the Hamiltonian-Jacobi-Bellman (HJB)…

In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…

We study the optimal design of a conductance network as a means for synchronizing a given set of oscillators. Synchronization is achieved when all oscillator voltages reach consensus, and performance is quantified by the mean-square…

Optimal control and the associated second-order Hamilton-Jacobi-Bellman (HJB) equation are studied for unbounded stochastic evolution systems in Hilbert spaces. A new notion of viscosity solution, featured by absence of B-continuity, is…

We study optimal synchronization in networks of heterogeneous phase oscillators. Our main result is the derivation of a synchrony alignment function that encodes the interplay between network structure and oscillators' frequencies and can…

Many optimal control problems are formulated as two point boundary value problems (TPBVPs) with conditions of optimality derived from the Hamilton-Jacobi-Bellman (HJB) equations. In most cases, it is challenging to solve HJBs due to the…

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

A gradient-enhanced functional tensor train cross approximation method for the resolution of the Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control of nonlinear dynamics is presented. The procedure uses samples…

We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…

In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…

Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control…

The structure of many real-world systems is best captured by networks consisting of several interaction layers. Understanding how a multi-layered structure of connections affects the synchronization properties of dynamical systems evolving…

Adaptive synchronization protocols for heterogeneous multi-agent network are investigated. The interaction between each of the agents is carried out through a directed graph. We highlight the lack of communication between agents and the…

Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…